Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408316.3862 | 304576.5255 | 103739.8608 | 259477.9571 | 457248.5289 | -197770.5718 |
Total P&L (%) | 408.3164 | 304.5765 | 103.7399 | 259.478 | 457.2485 | -197.7706 |
Avg Daily Profit (%) | 0.1877 | 0.14 | 0.0477 | 0.0588 | 0.079 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144358 | -103553 | -92824 | -1211241 | -943376 | -1008956 |
Profit Factor | 1.4495 | 1.7577 | 1.2048 | 1.0386 | 1.1596 | 0.9487 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 121 | 55 | 66 | 121 | 55 | 66 |
Losing Trades | 127 | 69 | 58 | 127 | 69 | 58 |
Profitability (%) | 48.7903 | 44.3548 | 53.2258 | 48.7903 | 44.3548 | 53.2258 |
Ratio Avg Win / Avg Loss | 1.5213 | 2.2051 | 1.0588 | 1.0901 | 1.4548 | 0.8337 |
Largest Winning Trade | 134136 | 134136 | 52458 | 377903 | 377903 | 361079 |
Largest Losing Trade | -40252 | -31283 | -40252 | -565118 | -419770 | -565118 |
Avg Bars in Trades | 34 | 31 | 37 | 34 | 31 | 37 |
Avg Bars in Winners | 42 | 38 | 45 | 42 | 38 | 45 |
Avg Bars in Losers | 26 | 24 | 27 | 26 | 24 | 27 |
Bars Traded | 8451 | 3849 | 4602 | 8451 | 3849 | 4602 |
Profit Streak | 0 | 0 | 72.7302 | 0 | 0 | 72.7302 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376257 | -5201 | -128556 | -291602 | -134859 | -579618 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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